+163.4%
XOP vs TCOM
+21.5%
+141.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +1.6% | -6.5% | +8.2% | +2.4% |
| 30D | +9.6% | -16.2% | +25.8% | +11.9% |
| 3M | +16.9% | -19.3% | +36.3% | +19.7% |
| 6M | +24.0% | -27.2% | +51.3% | +28.3% |
| YTD | +56.2% | -46.2% | +102.4% | +67.5% |
| 1Y | +51.8% | -46.6% | +98.4% | +62.8% |
| 3Y | +37.0% | +8.4% | +28.6% | +30.1% |
| 5Y | +163.4% | +25.8% | +137.6% | +145.4% |
| All | +163.4% | +21.5% | +141.9% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling